-31.7%
NKE vs MAS
+40.8%
-72.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.6% | -0.4% | +3.1% |
| 7D | +9.0% | +14.2% | -5.2% | +3.9% |
| 30D | +19.2% | +26.8% | -7.6% | +9.6% |
| 3M | -1.5% | +13.1% | -14.6% | -6.1% |
| 6M | -4.2% | +27.9% | -32.1% | -13.8% |
| YTD | -34.8% | +38.7% | -73.4% | -45.7% |
| 1Y | -31.7% | +40.4% | -72.1% | -43.5% |
| All | -31.7% | +40.8% | -72.5% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling